+113.0%
NVTS vs OKTA
+90.9%
+22.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +2.7% | +2.6% | +0.1% | +2.1% |
| 30D | -4.5% | +16.0% | -20.5% | -8.0% |
| 3M | -61.5% | +38.2% | -99.7% | -64.7% |
| 6M | +28.0% | +137.8% | -109.8% | -18.2% |
| YTD | +65.3% | +97.3% | -32.0% | +22.4% |
| 1Y | +113.0% | +90.1% | +22.9% | +69.0% |
| All | +113.0% | +90.9% | +22.1% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling